-80.9%
FIG vs EFA
+25.1%
-106.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.1% | -3.2% |
| 7D | -14.5% | -0.5% | -14.0% | -14.4% |
| 30D | -13.3% | -1.3% | -12.0% | -13.3% |
| 3M | +7.4% | +5.2% | +2.2% | +6.8% |
| 6M | -27.8% | +9.4% | -37.1% | -30.2% |
| YTD | -41.1% | +12.7% | -53.8% | -46.8% |
| 1Y | -58.7% | +19.3% | -78.0% | -64.9% |
| All | -80.9% | +25.1% | -106.0% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EFA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling